NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.27 |
94.10 |
0.83 |
0.9% |
93.24 |
| High |
94.49 |
94.59 |
0.10 |
0.1% |
95.75 |
| Low |
92.58 |
93.71 |
1.13 |
1.2% |
91.74 |
| Close |
93.51 |
93.86 |
0.35 |
0.4% |
92.12 |
| Range |
1.91 |
0.88 |
-1.03 |
-53.9% |
4.01 |
| ATR |
1.89 |
1.84 |
-0.06 |
-3.1% |
0.00 |
| Volume |
32,214 |
32,205 |
-9 |
0.0% |
73,117 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.69 |
96.16 |
94.34 |
|
| R3 |
95.81 |
95.28 |
94.10 |
|
| R2 |
94.93 |
94.93 |
94.02 |
|
| R1 |
94.40 |
94.40 |
93.94 |
94.23 |
| PP |
94.05 |
94.05 |
94.05 |
93.97 |
| S1 |
93.52 |
93.52 |
93.78 |
93.35 |
| S2 |
93.17 |
93.17 |
93.70 |
|
| S3 |
92.29 |
92.64 |
93.62 |
|
| S4 |
91.41 |
91.76 |
93.38 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
102.69 |
94.33 |
|
| R3 |
101.22 |
98.68 |
93.22 |
|
| R2 |
97.21 |
97.21 |
92.86 |
|
| R1 |
94.67 |
94.67 |
92.49 |
93.94 |
| PP |
93.20 |
93.20 |
93.20 |
92.84 |
| S1 |
90.66 |
90.66 |
91.75 |
89.93 |
| S2 |
89.19 |
89.19 |
91.38 |
|
| S3 |
85.18 |
86.65 |
91.02 |
|
| S4 |
81.17 |
82.64 |
89.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.59 |
91.54 |
3.05 |
3.2% |
1.77 |
1.9% |
76% |
True |
False |
27,613 |
| 10 |
95.82 |
91.54 |
4.28 |
4.6% |
1.89 |
2.0% |
54% |
False |
False |
22,095 |
| 20 |
96.83 |
91.54 |
5.29 |
5.6% |
1.75 |
1.9% |
44% |
False |
False |
20,485 |
| 40 |
96.83 |
86.47 |
10.36 |
11.0% |
1.87 |
2.0% |
71% |
False |
False |
17,595 |
| 60 |
97.26 |
86.47 |
10.79 |
11.5% |
1.68 |
1.8% |
68% |
False |
False |
14,424 |
| 80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.54 |
1.6% |
57% |
False |
False |
12,638 |
| 100 |
99.41 |
86.47 |
12.94 |
13.8% |
1.39 |
1.5% |
57% |
False |
False |
11,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.33 |
|
2.618 |
96.89 |
|
1.618 |
96.01 |
|
1.000 |
95.47 |
|
0.618 |
95.13 |
|
HIGH |
94.59 |
|
0.618 |
94.25 |
|
0.500 |
94.15 |
|
0.382 |
94.05 |
|
LOW |
93.71 |
|
0.618 |
93.17 |
|
1.000 |
92.83 |
|
1.618 |
92.29 |
|
2.618 |
91.41 |
|
4.250 |
89.97 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.15 |
93.60 |
| PP |
94.05 |
93.33 |
| S1 |
93.96 |
93.07 |
|